TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £47.695 | Carry: | £-0.695 |
|---|---|---|---|---|
| mark-to-model | £47.382 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £44.630 | Variation: | £-2.308 |
| mark-to-model | £44.374 | Unexplained: | £-0.050 |